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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationSat, 13 Dec 2008 09:33:20 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/13/t1229186034wasssssyw4wi2bk.htm/, Retrieved Sun, 19 May 2024 04:09:51 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33182, Retrieved Sun, 19 May 2024 04:09:51 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact211

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Cross Correlation Function] [Q7 - zonder trans...] [2008-12-01 20:04:13] [299afd6311e4c20059ea2f05c8dd029d]
F RM D    [Variance Reduction Matrix] [Q8] [2008-12-01 20:20:44] [299afd6311e4c20059ea2f05c8dd029d]
F    D      [Variance Reduction Matrix] [Q8 - 2] [2008-12-01 20:25:07] [299afd6311e4c20059ea2f05c8dd029d]
F RM D        [Standard Deviation-Mean Plot] [Deel 2: Step 1] [2008-12-08 20:09:35] [299afd6311e4c20059ea2f05c8dd029d]
- RM D          [(Partial) Autocorrelation Function] [Deel 2: Step 2 - ...] [2008-12-08 20:22:18] [299afd6311e4c20059ea2f05c8dd029d]
-   P               [(Partial) Autocorrelation Function] [Uitvoer vanuit Be...] [2008-12-13 16:33:20] [5e2b1e7aa808f9f0d23fd35605d4968f] [Current]
-   P                 [(Partial) Autocorrelation Function] [Uitvoer vanuit Be...] [2008-12-13 16:37:32] [299afd6311e4c20059ea2f05c8dd029d]
-   P                   [(Partial) Autocorrelation Function] [d=0 D=1] [2008-12-14 13:55:01] [299afd6311e4c20059ea2f05c8dd029d]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
14291.1
14205.3
15859.4
15258.9
15498.6
15106.5
15023.6
12083
15761.3
16943
15070.3
13659.6
14768.9
14725.1
15998.1
15370.6
14956.9
15469.7
15101.8
11703.7
16283.6
16726.5
14968.9
14861
14583.3
15305.8
17903.9
16379.4
15420.3
17870.5
15912.8
13866.5
17823.2
17872
17420.4
16704.4
15991.2
16583.6
19123.5
17838.7
17209.4
18586.5
16258.1
15141.6
19202.1
17746.5
19090.1
18040.3
17515.5
17751.8
21072.4
17170
19439.5
19795.4
17574.9
16165.4
19464.6
19932.1
19961.2
17343.4
18924.2
18574.1
21350.6
18594.6
19823.1
20844.4
19640.2
17735.4
19813.6
22160
20664.3
17877.4

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'George Udny Yule' @ 72.249.76.132

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33182&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33182&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33182&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'George Udny Yule' @ 72.249.76.132






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.330438-2.78430.003435
2-0.305837-2.5770.006022
30.0751180.6330.264397
40.1267221.06780.144619
5-0.201235-1.69560.047168
60.3204182.69990.004332
7-0.259194-2.1840.016133
80.160891.35570.089748
90.0892890.75240.227161
10-0.34626-2.91760.00236
11-0.164738-1.38810.084723
120.7048845.93950
13-0.265967-2.24110.014075
14-0.150796-1.27060.104004
150.004440.03740.48513
160.0186650.15730.437737
17-0.050171-0.42280.336878
180.2198331.85230.034066
19-0.214231-1.80510.037646
200.1546211.30290.098416
210.0681410.57420.283834
22-0.353354-2.97740.001987
230.0273860.23080.409083
240.4223073.55840.000335
25-0.191055-1.60990.055933
26-0.055984-0.47170.319282
27-0.039711-0.33460.369453
28-0.001106-0.00930.496294
29-0.000949-0.0080.49682
300.1203851.01440.156923
31-0.148847-1.25420.106939
320.1955831.6480.051884
33-0.044231-0.37270.355242
34-0.237462-2.00090.024614
350.0256050.21580.4149
360.2969872.50250.007319

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.330438 & -2.7843 & 0.003435 \tabularnewline
2 & -0.305837 & -2.577 & 0.006022 \tabularnewline
3 & 0.075118 & 0.633 & 0.264397 \tabularnewline
4 & 0.126722 & 1.0678 & 0.144619 \tabularnewline
5 & -0.201235 & -1.6956 & 0.047168 \tabularnewline
6 & 0.320418 & 2.6999 & 0.004332 \tabularnewline
7 & -0.259194 & -2.184 & 0.016133 \tabularnewline
8 & 0.16089 & 1.3557 & 0.089748 \tabularnewline
9 & 0.089289 & 0.7524 & 0.227161 \tabularnewline
10 & -0.34626 & -2.9176 & 0.00236 \tabularnewline
11 & -0.164738 & -1.3881 & 0.084723 \tabularnewline
12 & 0.704884 & 5.9395 & 0 \tabularnewline
13 & -0.265967 & -2.2411 & 0.014075 \tabularnewline
14 & -0.150796 & -1.2706 & 0.104004 \tabularnewline
15 & 0.00444 & 0.0374 & 0.48513 \tabularnewline
16 & 0.018665 & 0.1573 & 0.437737 \tabularnewline
17 & -0.050171 & -0.4228 & 0.336878 \tabularnewline
18 & 0.219833 & 1.8523 & 0.034066 \tabularnewline
19 & -0.214231 & -1.8051 & 0.037646 \tabularnewline
20 & 0.154621 & 1.3029 & 0.098416 \tabularnewline
21 & 0.068141 & 0.5742 & 0.283834 \tabularnewline
22 & -0.353354 & -2.9774 & 0.001987 \tabularnewline
23 & 0.027386 & 0.2308 & 0.409083 \tabularnewline
24 & 0.422307 & 3.5584 & 0.000335 \tabularnewline
25 & -0.191055 & -1.6099 & 0.055933 \tabularnewline
26 & -0.055984 & -0.4717 & 0.319282 \tabularnewline
27 & -0.039711 & -0.3346 & 0.369453 \tabularnewline
28 & -0.001106 & -0.0093 & 0.496294 \tabularnewline
29 & -0.000949 & -0.008 & 0.49682 \tabularnewline
30 & 0.120385 & 1.0144 & 0.156923 \tabularnewline
31 & -0.148847 & -1.2542 & 0.106939 \tabularnewline
32 & 0.195583 & 1.648 & 0.051884 \tabularnewline
33 & -0.044231 & -0.3727 & 0.355242 \tabularnewline
34 & -0.237462 & -2.0009 & 0.024614 \tabularnewline
35 & 0.025605 & 0.2158 & 0.4149 \tabularnewline
36 & 0.296987 & 2.5025 & 0.007319 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33182&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]-0.330438[/C][C]-2.7843[/C][C]0.003435[/C][/ROW]
[ROW][C]2[/C][C]-0.305837[/C][C]-2.577[/C][C]0.006022[/C][/ROW]
[ROW][C]3[/C][C]0.075118[/C][C]0.633[/C][C]0.264397[/C][/ROW]
[ROW][C]4[/C][C]0.126722[/C][C]1.0678[/C][C]0.144619[/C][/ROW]
[ROW][C]5[/C][C]-0.201235[/C][C]-1.6956[/C][C]0.047168[/C][/ROW]
[ROW][C]6[/C][C]0.320418[/C][C]2.6999[/C][C]0.004332[/C][/ROW]
[ROW][C]7[/C][C]-0.259194[/C][C]-2.184[/C][C]0.016133[/C][/ROW]
[ROW][C]8[/C][C]0.16089[/C][C]1.3557[/C][C]0.089748[/C][/ROW]
[ROW][C]9[/C][C]0.089289[/C][C]0.7524[/C][C]0.227161[/C][/ROW]
[ROW][C]10[/C][C]-0.34626[/C][C]-2.9176[/C][C]0.00236[/C][/ROW]
[ROW][C]11[/C][C]-0.164738[/C][C]-1.3881[/C][C]0.084723[/C][/ROW]
[ROW][C]12[/C][C]0.704884[/C][C]5.9395[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.265967[/C][C]-2.2411[/C][C]0.014075[/C][/ROW]
[ROW][C]14[/C][C]-0.150796[/C][C]-1.2706[/C][C]0.104004[/C][/ROW]
[ROW][C]15[/C][C]0.00444[/C][C]0.0374[/C][C]0.48513[/C][/ROW]
[ROW][C]16[/C][C]0.018665[/C][C]0.1573[/C][C]0.437737[/C][/ROW]
[ROW][C]17[/C][C]-0.050171[/C][C]-0.4228[/C][C]0.336878[/C][/ROW]
[ROW][C]18[/C][C]0.219833[/C][C]1.8523[/C][C]0.034066[/C][/ROW]
[ROW][C]19[/C][C]-0.214231[/C][C]-1.8051[/C][C]0.037646[/C][/ROW]
[ROW][C]20[/C][C]0.154621[/C][C]1.3029[/C][C]0.098416[/C][/ROW]
[ROW][C]21[/C][C]0.068141[/C][C]0.5742[/C][C]0.283834[/C][/ROW]
[ROW][C]22[/C][C]-0.353354[/C][C]-2.9774[/C][C]0.001987[/C][/ROW]
[ROW][C]23[/C][C]0.027386[/C][C]0.2308[/C][C]0.409083[/C][/ROW]
[ROW][C]24[/C][C]0.422307[/C][C]3.5584[/C][C]0.000335[/C][/ROW]
[ROW][C]25[/C][C]-0.191055[/C][C]-1.6099[/C][C]0.055933[/C][/ROW]
[ROW][C]26[/C][C]-0.055984[/C][C]-0.4717[/C][C]0.319282[/C][/ROW]
[ROW][C]27[/C][C]-0.039711[/C][C]-0.3346[/C][C]0.369453[/C][/ROW]
[ROW][C]28[/C][C]-0.001106[/C][C]-0.0093[/C][C]0.496294[/C][/ROW]
[ROW][C]29[/C][C]-0.000949[/C][C]-0.008[/C][C]0.49682[/C][/ROW]
[ROW][C]30[/C][C]0.120385[/C][C]1.0144[/C][C]0.156923[/C][/ROW]
[ROW][C]31[/C][C]-0.148847[/C][C]-1.2542[/C][C]0.106939[/C][/ROW]
[ROW][C]32[/C][C]0.195583[/C][C]1.648[/C][C]0.051884[/C][/ROW]
[ROW][C]33[/C][C]-0.044231[/C][C]-0.3727[/C][C]0.355242[/C][/ROW]
[ROW][C]34[/C][C]-0.237462[/C][C]-2.0009[/C][C]0.024614[/C][/ROW]
[ROW][C]35[/C][C]0.025605[/C][C]0.2158[/C][C]0.4149[/C][/ROW]
[ROW][C]36[/C][C]0.296987[/C][C]2.5025[/C][C]0.007319[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33182&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33182&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.330438-2.78430.003435
2-0.305837-2.5770.006022
30.0751180.6330.264397
40.1267221.06780.144619
5-0.201235-1.69560.047168
60.3204182.69990.004332
7-0.259194-2.1840.016133
80.160891.35570.089748
90.0892890.75240.227161
10-0.34626-2.91760.00236
11-0.164738-1.38810.084723
120.7048845.93950
13-0.265967-2.24110.014075
14-0.150796-1.27060.104004
150.004440.03740.48513
160.0186650.15730.437737
17-0.050171-0.42280.336878
180.2198331.85230.034066
19-0.214231-1.80510.037646
200.1546211.30290.098416
210.0681410.57420.283834
22-0.353354-2.97740.001987
230.0273860.23080.409083
240.4223073.55840.000335
25-0.191055-1.60990.055933
26-0.055984-0.47170.319282
27-0.039711-0.33460.369453
28-0.001106-0.00930.496294
29-0.000949-0.0080.49682
300.1203851.01440.156923
31-0.148847-1.25420.106939
320.1955831.6480.051884
33-0.044231-0.37270.355242
34-0.237462-2.00090.024614
350.0256050.21580.4149
360.2969872.50250.007319






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.330438-2.78430.003435
2-0.465898-3.92579.9e-05
3-0.325437-2.74220.003859
4-0.198432-1.6720.049461
5-0.434069-3.65750.000243
60.0880480.74190.230295
7-0.334932-2.82220.003091
80.2425222.04350.022356
90.3481712.93370.002253
10-0.185728-1.5650.061018
11-0.41432-3.49110.000416
120.1234551.04030.150877
13-0.010717-0.09030.464151
140.1829651.54170.063797
150.0036230.03050.487866
16-0.05837-0.49180.312178
17-0.004731-0.03990.484157
18-0.146416-1.23370.110687
190.0891310.7510.227558
20-0.055289-0.46590.321366
210.0512880.43220.333467
22-0.101607-0.85620.197396
230.1099210.92620.178738
240.0329110.27730.391174
25-0.006875-0.05790.476984
260.0372950.31430.377125
27-0.149045-1.25590.106639
280.1470351.23890.109724
29-0.133806-1.12750.131669
30-0.011566-0.09750.461319
31-0.085816-0.72310.235998
32-0.006238-0.05260.479113
330.0150950.12720.449572
340.1137630.95860.17051
35-0.09732-0.820.20747
360.0459260.3870.349964

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.330438 & -2.7843 & 0.003435 \tabularnewline
2 & -0.465898 & -3.9257 & 9.9e-05 \tabularnewline
3 & -0.325437 & -2.7422 & 0.003859 \tabularnewline
4 & -0.198432 & -1.672 & 0.049461 \tabularnewline
5 & -0.434069 & -3.6575 & 0.000243 \tabularnewline
6 & 0.088048 & 0.7419 & 0.230295 \tabularnewline
7 & -0.334932 & -2.8222 & 0.003091 \tabularnewline
8 & 0.242522 & 2.0435 & 0.022356 \tabularnewline
9 & 0.348171 & 2.9337 & 0.002253 \tabularnewline
10 & -0.185728 & -1.565 & 0.061018 \tabularnewline
11 & -0.41432 & -3.4911 & 0.000416 \tabularnewline
12 & 0.123455 & 1.0403 & 0.150877 \tabularnewline
13 & -0.010717 & -0.0903 & 0.464151 \tabularnewline
14 & 0.182965 & 1.5417 & 0.063797 \tabularnewline
15 & 0.003623 & 0.0305 & 0.487866 \tabularnewline
16 & -0.05837 & -0.4918 & 0.312178 \tabularnewline
17 & -0.004731 & -0.0399 & 0.484157 \tabularnewline
18 & -0.146416 & -1.2337 & 0.110687 \tabularnewline
19 & 0.089131 & 0.751 & 0.227558 \tabularnewline
20 & -0.055289 & -0.4659 & 0.321366 \tabularnewline
21 & 0.051288 & 0.4322 & 0.333467 \tabularnewline
22 & -0.101607 & -0.8562 & 0.197396 \tabularnewline
23 & 0.109921 & 0.9262 & 0.178738 \tabularnewline
24 & 0.032911 & 0.2773 & 0.391174 \tabularnewline
25 & -0.006875 & -0.0579 & 0.476984 \tabularnewline
26 & 0.037295 & 0.3143 & 0.377125 \tabularnewline
27 & -0.149045 & -1.2559 & 0.106639 \tabularnewline
28 & 0.147035 & 1.2389 & 0.109724 \tabularnewline
29 & -0.133806 & -1.1275 & 0.131669 \tabularnewline
30 & -0.011566 & -0.0975 & 0.461319 \tabularnewline
31 & -0.085816 & -0.7231 & 0.235998 \tabularnewline
32 & -0.006238 & -0.0526 & 0.479113 \tabularnewline
33 & 0.015095 & 0.1272 & 0.449572 \tabularnewline
34 & 0.113763 & 0.9586 & 0.17051 \tabularnewline
35 & -0.09732 & -0.82 & 0.20747 \tabularnewline
36 & 0.045926 & 0.387 & 0.349964 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33182&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]-0.330438[/C][C]-2.7843[/C][C]0.003435[/C][/ROW]
[ROW][C]2[/C][C]-0.465898[/C][C]-3.9257[/C][C]9.9e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.325437[/C][C]-2.7422[/C][C]0.003859[/C][/ROW]
[ROW][C]4[/C][C]-0.198432[/C][C]-1.672[/C][C]0.049461[/C][/ROW]
[ROW][C]5[/C][C]-0.434069[/C][C]-3.6575[/C][C]0.000243[/C][/ROW]
[ROW][C]6[/C][C]0.088048[/C][C]0.7419[/C][C]0.230295[/C][/ROW]
[ROW][C]7[/C][C]-0.334932[/C][C]-2.8222[/C][C]0.003091[/C][/ROW]
[ROW][C]8[/C][C]0.242522[/C][C]2.0435[/C][C]0.022356[/C][/ROW]
[ROW][C]9[/C][C]0.348171[/C][C]2.9337[/C][C]0.002253[/C][/ROW]
[ROW][C]10[/C][C]-0.185728[/C][C]-1.565[/C][C]0.061018[/C][/ROW]
[ROW][C]11[/C][C]-0.41432[/C][C]-3.4911[/C][C]0.000416[/C][/ROW]
[ROW][C]12[/C][C]0.123455[/C][C]1.0403[/C][C]0.150877[/C][/ROW]
[ROW][C]13[/C][C]-0.010717[/C][C]-0.0903[/C][C]0.464151[/C][/ROW]
[ROW][C]14[/C][C]0.182965[/C][C]1.5417[/C][C]0.063797[/C][/ROW]
[ROW][C]15[/C][C]0.003623[/C][C]0.0305[/C][C]0.487866[/C][/ROW]
[ROW][C]16[/C][C]-0.05837[/C][C]-0.4918[/C][C]0.312178[/C][/ROW]
[ROW][C]17[/C][C]-0.004731[/C][C]-0.0399[/C][C]0.484157[/C][/ROW]
[ROW][C]18[/C][C]-0.146416[/C][C]-1.2337[/C][C]0.110687[/C][/ROW]
[ROW][C]19[/C][C]0.089131[/C][C]0.751[/C][C]0.227558[/C][/ROW]
[ROW][C]20[/C][C]-0.055289[/C][C]-0.4659[/C][C]0.321366[/C][/ROW]
[ROW][C]21[/C][C]0.051288[/C][C]0.4322[/C][C]0.333467[/C][/ROW]
[ROW][C]22[/C][C]-0.101607[/C][C]-0.8562[/C][C]0.197396[/C][/ROW]
[ROW][C]23[/C][C]0.109921[/C][C]0.9262[/C][C]0.178738[/C][/ROW]
[ROW][C]24[/C][C]0.032911[/C][C]0.2773[/C][C]0.391174[/C][/ROW]
[ROW][C]25[/C][C]-0.006875[/C][C]-0.0579[/C][C]0.476984[/C][/ROW]
[ROW][C]26[/C][C]0.037295[/C][C]0.3143[/C][C]0.377125[/C][/ROW]
[ROW][C]27[/C][C]-0.149045[/C][C]-1.2559[/C][C]0.106639[/C][/ROW]
[ROW][C]28[/C][C]0.147035[/C][C]1.2389[/C][C]0.109724[/C][/ROW]
[ROW][C]29[/C][C]-0.133806[/C][C]-1.1275[/C][C]0.131669[/C][/ROW]
[ROW][C]30[/C][C]-0.011566[/C][C]-0.0975[/C][C]0.461319[/C][/ROW]
[ROW][C]31[/C][C]-0.085816[/C][C]-0.7231[/C][C]0.235998[/C][/ROW]
[ROW][C]32[/C][C]-0.006238[/C][C]-0.0526[/C][C]0.479113[/C][/ROW]
[ROW][C]33[/C][C]0.015095[/C][C]0.1272[/C][C]0.449572[/C][/ROW]
[ROW][C]34[/C][C]0.113763[/C][C]0.9586[/C][C]0.17051[/C][/ROW]
[ROW][C]35[/C][C]-0.09732[/C][C]-0.82[/C][C]0.20747[/C][/ROW]
[ROW][C]36[/C][C]0.045926[/C][C]0.387[/C][C]0.349964[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33182&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33182&T=2

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.330438-2.78430.003435
2-0.465898-3.92579.9e-05
3-0.325437-2.74220.003859
4-0.198432-1.6720.049461
5-0.434069-3.65750.000243
60.0880480.74190.230295
7-0.334932-2.82220.003091
80.2425222.04350.022356
90.3481712.93370.002253
10-0.185728-1.5650.061018
11-0.41432-3.49110.000416
120.1234551.04030.150877
13-0.010717-0.09030.464151
140.1829651.54170.063797
150.0036230.03050.487866
16-0.05837-0.49180.312178
17-0.004731-0.03990.484157
18-0.146416-1.23370.110687
190.0891310.7510.227558
20-0.055289-0.46590.321366
210.0512880.43220.333467
22-0.101607-0.85620.197396
230.1099210.92620.178738
240.0329110.27730.391174
25-0.006875-0.05790.476984
260.0372950.31430.377125
27-0.149045-1.25590.106639
280.1470351.23890.109724
29-0.133806-1.12750.131669
30-0.011566-0.09750.461319
31-0.085816-0.72310.235998
32-0.006238-0.05260.479113
330.0150950.12720.449572
340.1137630.95860.17051
35-0.09732-0.820.20747
360.0459260.3870.349964


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
R code (references can be found in the software module):
if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')